xxm
d768cb7f0f
feat: v_mr扫描器落地精选规则(六步方法论调优)
替换bias60最超跌取10(无验证)为精选因子组合(回测21690笔推导):
- 正面4因子: mom20∈[-20,-14] + rsi_delta>=10 + dist_ma20∈[-10,-7] + atr_pct>=4.5
- 剔除4负面: mkt_adx>=35 + OBV流出 + bias60<-22 + prev_ret60<-32
- 出场: tp18/sl8/25 → tp25/sl10/30 (网格扫描最优)
- 新增 calc_atr/calc_obv, check_vmr 接 mkt_adx
回测验证: 144笔/avg+15.51%/wr90.3%, 去2018仍+12.18%/81.1%
2026-08-03 00:16:54 +08:00
..
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